+10,505.0%
GILD vs AKAM
-2.9%
+10,507.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | +1.5% | -6.3% | -5.1% |
| 30D | +5.8% | -13.0% | +18.8% | +8.1% |
| 3M | +14.9% | -19.4% | +34.3% | +18.4% |
| 6M | -0.4% | +0.3% | -0.7% | -2.8% |
| YTD | +18.5% | +22.4% | -3.9% | +11.1% |
| 1Y | +25.1% | +34.8% | -9.7% | +14.8% |
| 3Y | +105.9% | +1.9% | +103.9% | +94.4% |
| 5Y | +143.0% | -4.6% | +147.6% | +129.6% |
| 10Y | +162.4% | +103.4% | +59.0% | +112.1% |
| All | +10,505.0% | -2.9% | +10,507.9% | +6,111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling